Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ARMBX (Legg Mason WA Adj Rate Income B) | NA | 4.03% | 3.47% | 0.72% | 1.11% | 2.23% | NA | … | … |
Data as of 12/18/2012, Common starting date is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ARMBX (Legg Mason WA Adj Rate Income B) | 06/21/1996 | 12/18/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.12 | 4.03 | 3.47 | 0.72 | 1.11 | 2.23 | NA | … | … | 3.97 | -0.97 | 7.45 | 13.94 | -18.25 | 1.20 | 3.68 | 1.73 | 0.88 | 0.68 | 2.90 | 5.09 | 6.10 | 4.37 | 3.66 | 5.76 | 3.37 |
| Sharpe Ratio | NA | 4.39 | 1.14 | 0.15 | -0.01 | NA | NA | … | … | 4.43 | -0.88 | 1.48 | 5.38 | -4.93 | -0.81 | 0.30 | -0.41 | -0.06 | -0.02 | 1.36 | 1.56 | 1.23 | 0.66 | 0.17 | -26.08 | 1.18 |
| Standard Deviation(%) | NA | 0.91 | 3.00 | 3.20 | 2.48 | NA | NA | … | … | 0.92 | 1.14 | 4.96 | 2.57 | 3.88 | 2.26 | 1.28 | 1.09 | 1.02 | 1.10 | 1.33 | 1.80 | 1.67 | 1.73 | 1.96 | 1.89 | 2.55 |
| Draw Down(%) | NA | 0.24 | 4.16 | 19.28 | 19.98 | NA | NA | … | … | 0.24 | 2.29 | 3.10 | 2.53 | 19.28 | 2.05 | 0.21 | 0.21 | 0.76 | 0.74 | 0.41 | 0.91 | 0.41 | 0.61 | 1.21 | 0.41 | 1.06 |
| Yield(%) | 0.00 | 0.06 | 1.48 | 1.66 | 2.13 | 2.95 | 2.63 | … | … | 0.00 | 0.34 | 3.96 | 1.41 | 2.93 | 4.28 | 3.82 | 2.65 | 1.50 | 1.91 | 2.96 | 4.99 | 5.11 | 5.29 | 4.80 | 5.30 | 3.14 |
Data as of 12/18/2012, Common starting date is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ARMBX (Legg Mason WA Adj Rate Income B) |
-4.99%
Dec 2005 – Dec 2008 |
-2.52%
Dec 2003 – Dec 2008 |
0.59%
Dec 1998 – Dec 2008 |
2.22%
Nov 1997 – Nov 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ARMBX (Legg Mason WA Adj Rate Income B) |
6.63%
Dec 2008 – Dec 2011 |
5.22%
Jul 1996 – Jul 2001 |
3.54%
Jul 1996 – Jul 2006 |
2.58%
Jul 1996 – Jul 2011 |
Annualized Rolling Returns Comparison Chart